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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sat, 28 Nov 2009 04:48:39 -0700

Cite this page as follows

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2009/Nov/28/t1259408970ql1ic31d4p236dt.htm/, Retrieved Fri, 03 May 2024 05:18:49 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=61442, Retrieved Fri, 03 May 2024 05:18:49 +0000

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User-defined keywords

Estimated Impact

136

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)

-     [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-12 13:32:37] [76963dc1903f0f612b6153510a3818cf]
- R  D  [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-17 12:14:40] [76963dc1903f0f612b6153510a3818cf]
-         [Univariate Explorative Data Analysis] [Run Sequence Plot...] [2008-12-22 18:19:51] [1ce0d16c8f4225c977b42c8fa93bc163]
- RMP       [(Partial) Autocorrelation Function] [Identifying Integ...] [2009-11-22 12:19:56] [b98453cac15ba1066b407e146608df68]
-    D          [(Partial) Autocorrelation Function] [W7 V2] [2009-11-28 11:48:39] [30a48cc4afddc7f052994dfe2358176d] [Current]
-   P             [(Partial) Autocorrelation Function] [W8] [2009-12-16 18:58:30] [0a7d38ad9c7f1a2c46637c75a8a0e083] 

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Dataseries X:

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Histogram

Boxplots

8
8.1
7.7
7.5
7.6
7.8
7.8
7.8
7.5
7.5
7.1
7.5
7.5
7.6
7.7
7.7
7.9
8.1
8.2
8.2
8.2
7.9
7.3
6.9
6.6
6.7
6.9
7
7.1
7.2
7.1
6.9
7
6.8
6.4
6.7
6.6
6.4
6.3
6.2
6.5
6.8
6.8
6.4
6.1
5.8
6.1
7.2
7.3
6.9
6.1
5.8
6.2
7.1
7.7
7.9
7.7
7.4
7.5
8
8.1

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	1 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 1 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=61442&T=0

[TABLE]
[ROW][C]Summary of computational transaction[/C][/ROW]
[ROW][C]Raw Input[/C][C]view raw input (R code) [/C][/ROW]
[ROW][C]Raw Output[/C][C]view raw output of R engine [/C][/ROW]
[ROW][C]Computing time[/C][C]1 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=61442&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61442&T=0

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	1 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.883108	6.1818	0
2	0.665564	4.6589	1.2e-05
3	0.440933	3.0865	0.001664
4	0.305988	2.1419	0.018598
5	0.261901	1.8333	0.036418
6	0.245022	1.7152	0.046318
7	0.204673	1.4327	0.079145
8	0.129752	0.9083	0.184091
9	0.055656	0.3896	0.349263
10	0.005065	0.0355	0.48593
11	-0.017315	-0.1212	0.452012
12	-0.056022	-0.3922	0.348323
13	-0.095731	-0.6701	0.252965
14	-0.139534	-0.9767	0.166749
15	-0.171197	-1.1984	0.118267
16	-0.179269	-1.2549	0.107736
17	-0.168186	-1.1773	0.12238
18	-0.139121	-0.9738	0.167458
19	-0.110404	-0.7728	0.221668
20	-0.103152	-0.7221	0.236843
21	-0.144965	-1.0148	0.157603
22	-0.232012	-1.6241	0.055388
23	-0.33316	-2.3321	0.011924
24	-0.384234	-2.6896	0.004876
25	-0.374573	-2.622	0.005807
26	-0.328825	-2.3018	0.012819
27	-0.273945	-1.9176	0.030499
28	-0.248846	-1.7419	0.043899
29	-0.242248	-1.6957	0.048141
30	-0.230817	-1.6157	0.056289
31	-0.194089	-1.3586	0.090244
32	-0.142734	-0.9991	0.161319
33	-0.086027	-0.6022	0.274914
34	-0.038723	-0.2711	0.393742
35	0.019818	0.1387	0.445117
36	0.08224	0.5757	0.283732

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.883108 & 6.1818 & 0 \tabularnewline
2 & 0.665564 & 4.6589 & 1.2e-05 \tabularnewline
3 & 0.440933 & 3.0865 & 0.001664 \tabularnewline
4 & 0.305988 & 2.1419 & 0.018598 \tabularnewline
5 & 0.261901 & 1.8333 & 0.036418 \tabularnewline
6 & 0.245022 & 1.7152 & 0.046318 \tabularnewline
7 & 0.204673 & 1.4327 & 0.079145 \tabularnewline
8 & 0.129752 & 0.9083 & 0.184091 \tabularnewline
9 & 0.055656 & 0.3896 & 0.349263 \tabularnewline
10 & 0.005065 & 0.0355 & 0.48593 \tabularnewline
11 & -0.017315 & -0.1212 & 0.452012 \tabularnewline
12 & -0.056022 & -0.3922 & 0.348323 \tabularnewline
13 & -0.095731 & -0.6701 & 0.252965 \tabularnewline
14 & -0.139534 & -0.9767 & 0.166749 \tabularnewline
15 & -0.171197 & -1.1984 & 0.118267 \tabularnewline
16 & -0.179269 & -1.2549 & 0.107736 \tabularnewline
17 & -0.168186 & -1.1773 & 0.12238 \tabularnewline
18 & -0.139121 & -0.9738 & 0.167458 \tabularnewline
19 & -0.110404 & -0.7728 & 0.221668 \tabularnewline
20 & -0.103152 & -0.7221 & 0.236843 \tabularnewline
21 & -0.144965 & -1.0148 & 0.157603 \tabularnewline
22 & -0.232012 & -1.6241 & 0.055388 \tabularnewline
23 & -0.33316 & -2.3321 & 0.011924 \tabularnewline
24 & -0.384234 & -2.6896 & 0.004876 \tabularnewline
25 & -0.374573 & -2.622 & 0.005807 \tabularnewline
26 & -0.328825 & -2.3018 & 0.012819 \tabularnewline
27 & -0.273945 & -1.9176 & 0.030499 \tabularnewline
28 & -0.248846 & -1.7419 & 0.043899 \tabularnewline
29 & -0.242248 & -1.6957 & 0.048141 \tabularnewline
30 & -0.230817 & -1.6157 & 0.056289 \tabularnewline
31 & -0.194089 & -1.3586 & 0.090244 \tabularnewline
32 & -0.142734 & -0.9991 & 0.161319 \tabularnewline
33 & -0.086027 & -0.6022 & 0.274914 \tabularnewline
34 & -0.038723 & -0.2711 & 0.393742 \tabularnewline
35 & 0.019818 & 0.1387 & 0.445117 \tabularnewline
36 & 0.08224 & 0.5757 & 0.283732 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=61442&T=1

[TABLE]
[ROW][C]Autocorrelation Function[/C][/ROW]
[ROW][C]Time lag k[/C][C]ACF(k)[/C][C]T-STAT[/C][C]P-value[/C][/ROW]
[ROW][C]1[/C][C]0.883108[/C][C]6.1818[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.665564[/C][C]4.6589[/C][C]1.2e-05[/C][/ROW]
[ROW][C]3[/C][C]0.440933[/C][C]3.0865[/C][C]0.001664[/C][/ROW]
[ROW][C]4[/C][C]0.305988[/C][C]2.1419[/C][C]0.018598[/C][/ROW]
[ROW][C]5[/C][C]0.261901[/C][C]1.8333[/C][C]0.036418[/C][/ROW]
[ROW][C]6[/C][C]0.245022[/C][C]1.7152[/C][C]0.046318[/C][/ROW]
[ROW][C]7[/C][C]0.204673[/C][C]1.4327[/C][C]0.079145[/C][/ROW]
[ROW][C]8[/C][C]0.129752[/C][C]0.9083[/C][C]0.184091[/C][/ROW]
[ROW][C]9[/C][C]0.055656[/C][C]0.3896[/C][C]0.349263[/C][/ROW]
[ROW][C]10[/C][C]0.005065[/C][C]0.0355[/C][C]0.48593[/C][/ROW]
[ROW][C]11[/C][C]-0.017315[/C][C]-0.1212[/C][C]0.452012[/C][/ROW]
[ROW][C]12[/C][C]-0.056022[/C][C]-0.3922[/C][C]0.348323[/C][/ROW]
[ROW][C]13[/C][C]-0.095731[/C][C]-0.6701[/C][C]0.252965[/C][/ROW]
[ROW][C]14[/C][C]-0.139534[/C][C]-0.9767[/C][C]0.166749[/C][/ROW]
[ROW][C]15[/C][C]-0.171197[/C][C]-1.1984[/C][C]0.118267[/C][/ROW]
[ROW][C]16[/C][C]-0.179269[/C][C]-1.2549[/C][C]0.107736[/C][/ROW]
[ROW][C]17[/C][C]-0.168186[/C][C]-1.1773[/C][C]0.12238[/C][/ROW]
[ROW][C]18[/C][C]-0.139121[/C][C]-0.9738[/C][C]0.167458[/C][/ROW]
[ROW][C]19[/C][C]-0.110404[/C][C]-0.7728[/C][C]0.221668[/C][/ROW]
[ROW][C]20[/C][C]-0.103152[/C][C]-0.7221[/C][C]0.236843[/C][/ROW]
[ROW][C]21[/C][C]-0.144965[/C][C]-1.0148[/C][C]0.157603[/C][/ROW]
[ROW][C]22[/C][C]-0.232012[/C][C]-1.6241[/C][C]0.055388[/C][/ROW]
[ROW][C]23[/C][C]-0.33316[/C][C]-2.3321[/C][C]0.011924[/C][/ROW]
[ROW][C]24[/C][C]-0.384234[/C][C]-2.6896[/C][C]0.004876[/C][/ROW]
[ROW][C]25[/C][C]-0.374573[/C][C]-2.622[/C][C]0.005807[/C][/ROW]
[ROW][C]26[/C][C]-0.328825[/C][C]-2.3018[/C][C]0.012819[/C][/ROW]
[ROW][C]27[/C][C]-0.273945[/C][C]-1.9176[/C][C]0.030499[/C][/ROW]
[ROW][C]28[/C][C]-0.248846[/C][C]-1.7419[/C][C]0.043899[/C][/ROW]
[ROW][C]29[/C][C]-0.242248[/C][C]-1.6957[/C][C]0.048141[/C][/ROW]
[ROW][C]30[/C][C]-0.230817[/C][C]-1.6157[/C][C]0.056289[/C][/ROW]
[ROW][C]31[/C][C]-0.194089[/C][C]-1.3586[/C][C]0.090244[/C][/ROW]
[ROW][C]32[/C][C]-0.142734[/C][C]-0.9991[/C][C]0.161319[/C][/ROW]
[ROW][C]33[/C][C]-0.086027[/C][C]-0.6022[/C][C]0.274914[/C][/ROW]
[ROW][C]34[/C][C]-0.038723[/C][C]-0.2711[/C][C]0.393742[/C][/ROW]
[ROW][C]35[/C][C]0.019818[/C][C]0.1387[/C][C]0.445117[/C][/ROW]
[ROW][C]36[/C][C]0.08224[/C][C]0.5757[/C][C]0.283732[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=61442&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61442&T=1

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.883108	6.1818	0
2	0.665564	4.6589	1.2e-05
3	0.440933	3.0865	0.001664
4	0.305988	2.1419	0.018598
5	0.261901	1.8333	0.036418
6	0.245022	1.7152	0.046318
7	0.204673	1.4327	0.079145
8	0.129752	0.9083	0.184091
9	0.055656	0.3896	0.349263
10	0.005065	0.0355	0.48593
11	-0.017315	-0.1212	0.452012
12	-0.056022	-0.3922	0.348323
13	-0.095731	-0.6701	0.252965
14	-0.139534	-0.9767	0.166749
15	-0.171197	-1.1984	0.118267
16	-0.179269	-1.2549	0.107736
17	-0.168186	-1.1773	0.12238
18	-0.139121	-0.9738	0.167458
19	-0.110404	-0.7728	0.221668
20	-0.103152	-0.7221	0.236843
21	-0.144965	-1.0148	0.157603
22	-0.232012	-1.6241	0.055388
23	-0.33316	-2.3321	0.011924
24	-0.384234	-2.6896	0.004876
25	-0.374573	-2.622	0.005807
26	-0.328825	-2.3018	0.012819
27	-0.273945	-1.9176	0.030499
28	-0.248846	-1.7419	0.043899
29	-0.242248	-1.6957	0.048141
30	-0.230817	-1.6157	0.056289
31	-0.194089	-1.3586	0.090244
32	-0.142734	-0.9991	0.161319
33	-0.086027	-0.6022	0.274914
34	-0.038723	-0.2711	0.393742
35	0.019818	0.1387	0.445117
36	0.08224	0.5757	0.283732

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.883108	6.1818	0
2	-0.519336	-3.6354	0.000333
3	0.04075	0.2853	0.388326
4	0.318376	2.2286	0.015229
5	0.013	0.091	0.463932
6	-0.207135	-1.4499	0.076723
7	-0.045039	-0.3153	0.376948
8	0.041795	0.2926	0.385545
9	0.054703	0.3829	0.351717
10	-0.079272	-0.5549	0.290743
11	-0.052731	-0.3691	0.356815
12	-0.197442	-1.3821	0.086606
13	0.174072	1.2185	0.114434
14	-0.03512	-0.2458	0.403417
15	-0.137537	-0.9628	0.170198
16	0.017352	0.1215	0.451912
17	0.085285	0.597	0.27663
18	0.056995	0.399	0.345827
19	-0.066811	-0.4677	0.321045
20	-0.169731	-1.1881	0.120257
21	-0.197921	-1.3855	0.086095
22	-0.080944	-0.5666	0.286783
23	0.028878	0.2021	0.42032
24	0.049848	0.3489	0.364315
25	-0.132756	-0.9293	0.178646
26	-0.112775	-0.7894	0.216833
27	0.163031	1.1412	0.129663
28	-0.011038	-0.0773	0.469362
29	-0.091788	-0.6425	0.261766
30	-0.016696	-0.1169	0.45372
31	0.049865	0.3491	0.364272
32	0.023691	0.1658	0.434483
33	0.104958	0.7347	0.23301
34	-0.039599	-0.2772	0.391398
35	0.052121	0.3648	0.358398
36	0.021764	0.1523	0.43977

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.883108 & 6.1818 & 0 \tabularnewline
2 & -0.519336 & -3.6354 & 0.000333 \tabularnewline
3 & 0.04075 & 0.2853 & 0.388326 \tabularnewline
4 & 0.318376 & 2.2286 & 0.015229 \tabularnewline
5 & 0.013 & 0.091 & 0.463932 \tabularnewline
6 & -0.207135 & -1.4499 & 0.076723 \tabularnewline
7 & -0.045039 & -0.3153 & 0.376948 \tabularnewline
8 & 0.041795 & 0.2926 & 0.385545 \tabularnewline
9 & 0.054703 & 0.3829 & 0.351717 \tabularnewline
10 & -0.079272 & -0.5549 & 0.290743 \tabularnewline
11 & -0.052731 & -0.3691 & 0.356815 \tabularnewline
12 & -0.197442 & -1.3821 & 0.086606 \tabularnewline
13 & 0.174072 & 1.2185 & 0.114434 \tabularnewline
14 & -0.03512 & -0.2458 & 0.403417 \tabularnewline
15 & -0.137537 & -0.9628 & 0.170198 \tabularnewline
16 & 0.017352 & 0.1215 & 0.451912 \tabularnewline
17 & 0.085285 & 0.597 & 0.27663 \tabularnewline
18 & 0.056995 & 0.399 & 0.345827 \tabularnewline
19 & -0.066811 & -0.4677 & 0.321045 \tabularnewline
20 & -0.169731 & -1.1881 & 0.120257 \tabularnewline
21 & -0.197921 & -1.3855 & 0.086095 \tabularnewline
22 & -0.080944 & -0.5666 & 0.286783 \tabularnewline
23 & 0.028878 & 0.2021 & 0.42032 \tabularnewline
24 & 0.049848 & 0.3489 & 0.364315 \tabularnewline
25 & -0.132756 & -0.9293 & 0.178646 \tabularnewline
26 & -0.112775 & -0.7894 & 0.216833 \tabularnewline
27 & 0.163031 & 1.1412 & 0.129663 \tabularnewline
28 & -0.011038 & -0.0773 & 0.469362 \tabularnewline
29 & -0.091788 & -0.6425 & 0.261766 \tabularnewline
30 & -0.016696 & -0.1169 & 0.45372 \tabularnewline
31 & 0.049865 & 0.3491 & 0.364272 \tabularnewline
32 & 0.023691 & 0.1658 & 0.434483 \tabularnewline
33 & 0.104958 & 0.7347 & 0.23301 \tabularnewline
34 & -0.039599 & -0.2772 & 0.391398 \tabularnewline
35 & 0.052121 & 0.3648 & 0.358398 \tabularnewline
36 & 0.021764 & 0.1523 & 0.43977 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=61442&T=2

[TABLE]
[ROW][C]Partial Autocorrelation Function[/C][/ROW]
[ROW][C]Time lag k[/C][C]PACF(k)[/C][C]T-STAT[/C][C]P-value[/C][/ROW]
[ROW][C]1[/C][C]0.883108[/C][C]6.1818[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.519336[/C][C]-3.6354[/C][C]0.000333[/C][/ROW]
[ROW][C]3[/C][C]0.04075[/C][C]0.2853[/C][C]0.388326[/C][/ROW]
[ROW][C]4[/C][C]0.318376[/C][C]2.2286[/C][C]0.015229[/C][/ROW]
[ROW][C]5[/C][C]0.013[/C][C]0.091[/C][C]0.463932[/C][/ROW]
[ROW][C]6[/C][C]-0.207135[/C][C]-1.4499[/C][C]0.076723[/C][/ROW]
[ROW][C]7[/C][C]-0.045039[/C][C]-0.3153[/C][C]0.376948[/C][/ROW]
[ROW][C]8[/C][C]0.041795[/C][C]0.2926[/C][C]0.385545[/C][/ROW]
[ROW][C]9[/C][C]0.054703[/C][C]0.3829[/C][C]0.351717[/C][/ROW]
[ROW][C]10[/C][C]-0.079272[/C][C]-0.5549[/C][C]0.290743[/C][/ROW]
[ROW][C]11[/C][C]-0.052731[/C][C]-0.3691[/C][C]0.356815[/C][/ROW]
[ROW][C]12[/C][C]-0.197442[/C][C]-1.3821[/C][C]0.086606[/C][/ROW]
[ROW][C]13[/C][C]0.174072[/C][C]1.2185[/C][C]0.114434[/C][/ROW]
[ROW][C]14[/C][C]-0.03512[/C][C]-0.2458[/C][C]0.403417[/C][/ROW]
[ROW][C]15[/C][C]-0.137537[/C][C]-0.9628[/C][C]0.170198[/C][/ROW]
[ROW][C]16[/C][C]0.017352[/C][C]0.1215[/C][C]0.451912[/C][/ROW]
[ROW][C]17[/C][C]0.085285[/C][C]0.597[/C][C]0.27663[/C][/ROW]
[ROW][C]18[/C][C]0.056995[/C][C]0.399[/C][C]0.345827[/C][/ROW]
[ROW][C]19[/C][C]-0.066811[/C][C]-0.4677[/C][C]0.321045[/C][/ROW]
[ROW][C]20[/C][C]-0.169731[/C][C]-1.1881[/C][C]0.120257[/C][/ROW]
[ROW][C]21[/C][C]-0.197921[/C][C]-1.3855[/C][C]0.086095[/C][/ROW]
[ROW][C]22[/C][C]-0.080944[/C][C]-0.5666[/C][C]0.286783[/C][/ROW]
[ROW][C]23[/C][C]0.028878[/C][C]0.2021[/C][C]0.42032[/C][/ROW]
[ROW][C]24[/C][C]0.049848[/C][C]0.3489[/C][C]0.364315[/C][/ROW]
[ROW][C]25[/C][C]-0.132756[/C][C]-0.9293[/C][C]0.178646[/C][/ROW]
[ROW][C]26[/C][C]-0.112775[/C][C]-0.7894[/C][C]0.216833[/C][/ROW]
[ROW][C]27[/C][C]0.163031[/C][C]1.1412[/C][C]0.129663[/C][/ROW]
[ROW][C]28[/C][C]-0.011038[/C][C]-0.0773[/C][C]0.469362[/C][/ROW]
[ROW][C]29[/C][C]-0.091788[/C][C]-0.6425[/C][C]0.261766[/C][/ROW]
[ROW][C]30[/C][C]-0.016696[/C][C]-0.1169[/C][C]0.45372[/C][/ROW]
[ROW][C]31[/C][C]0.049865[/C][C]0.3491[/C][C]0.364272[/C][/ROW]
[ROW][C]32[/C][C]0.023691[/C][C]0.1658[/C][C]0.434483[/C][/ROW]
[ROW][C]33[/C][C]0.104958[/C][C]0.7347[/C][C]0.23301[/C][/ROW]
[ROW][C]34[/C][C]-0.039599[/C][C]-0.2772[/C][C]0.391398[/C][/ROW]
[ROW][C]35[/C][C]0.052121[/C][C]0.3648[/C][C]0.358398[/C][/ROW]
[ROW][C]36[/C][C]0.021764[/C][C]0.1523[/C][C]0.43977[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=61442&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61442&T=2

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.883108	6.1818	0
2	-0.519336	-3.6354	0.000333
3	0.04075	0.2853	0.388326
4	0.318376	2.2286	0.015229
5	0.013	0.091	0.463932
6	-0.207135	-1.4499	0.076723
7	-0.045039	-0.3153	0.376948
8	0.041795	0.2926	0.385545
9	0.054703	0.3829	0.351717
10	-0.079272	-0.5549	0.290743
11	-0.052731	-0.3691	0.356815
12	-0.197442	-1.3821	0.086606
13	0.174072	1.2185	0.114434
14	-0.03512	-0.2458	0.403417
15	-0.137537	-0.9628	0.170198
16	0.017352	0.1215	0.451912
17	0.085285	0.597	0.27663
18	0.056995	0.399	0.345827
19	-0.066811	-0.4677	0.321045
20	-0.169731	-1.1881	0.120257
21	-0.197921	-1.3855	0.086095
22	-0.080944	-0.5666	0.286783
23	0.028878	0.2021	0.42032
24	0.049848	0.3489	0.364315
25	-0.132756	-0.9293	0.178646
26	-0.112775	-0.7894	0.216833
27	0.163031	1.1412	0.129663
28	-0.011038	-0.0773	0.469362
29	-0.091788	-0.6425	0.261766
30	-0.016696	-0.1169	0.45372
31	0.049865	0.3491	0.364272
32	0.023691	0.1658	0.434483
33	0.104958	0.7347	0.23301
34	-0.039599	-0.2772	0.391398
35	0.052121	0.3648	0.358398
36	0.021764	0.1523	0.43977

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 1 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 1 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

R code (references can be found in the software module):

if (par1 == 'Default') {
par1 = 10*log10(length(x))
} else {
par1 <- as.numeric(par1)
}
par2 <- as.numeric(par2)
par3 <- as.numeric(par3)
par4 <- as.numeric(par4)
par5 <- as.numeric(par5)
if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
par7 <- as.numeric(par7)
if (par2 == 0) {
x <- log(x)
} else {
x <- (x ^ par2 - 1) / par2
}
if (par3 > 0) x <- diff(x,lag=1,difference=par3)
if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
bitmap(file='pic1.png')
racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
dev.off()
bitmap(file='pic2.png')
rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
dev.off()
(myacf <- c(racf$acf))
(mypacf <- c(rpacf$acf))
lengthx <- length(x)
sqrtn <- sqrt(lengthx)
load(file='createtable')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Autocorrelation Function',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Time lag k',header=TRUE)
a<-table.element(a,hyperlink('basics.htm','ACF(k)','click here for more information about the Autocorrelation Function'),header=TRUE)
a<-table.element(a,'T-STAT',header=TRUE)
a<-table.element(a,'P-value',header=TRUE)
a<-table.row.end(a)
for (i in 2:(par1+1)) {
a<-table.row.start(a)
a<-table.element(a,i-1,header=TRUE)
a<-table.element(a,round(myacf[i],6))
mytstat <- myacf[i]*sqrtn
a<-table.element(a,round(mytstat,4))
a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Partial Autocorrelation Function',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Time lag k',header=TRUE)
a<-table.element(a,hyperlink('basics.htm','PACF(k)','click here for more information about the Partial Autocorrelation Function'),header=TRUE)
a<-table.element(a,'T-STAT',header=TRUE)
a<-table.element(a,'P-value',header=TRUE)
a<-table.row.end(a)
for (i in 1:par1) {
a<-table.row.start(a)
a<-table.element(a,i,header=TRUE)
a<-table.element(a,round(mypacf[i],6))
mytstat <- mypacf[i]*sqrtn
a<-table.element(a,round(mytstat,4))
a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable1.tab')

Free Statistics

Description of Statistical Computation

Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code